+527.5%
APP vs GIS
-29.5%
+556.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +4.5% |
| 7D | +4.6% | -3.4% | +7.9% | +3.7% |
| 30D | +56.0% | +6.9% | +49.1% | +58.9% |
| 3M | +30.8% | -10.1% | +41.0% | +27.4% |
| 6M | -9.8% | +5.9% | -15.7% | -7.7% |
| YTD | -39.3% | -21.1% | -18.2% | -43.7% |
| 1Y | -26.4% | -22.5% | -4.0% | -32.1% |
| 3Y | +887.9% | -39.0% | +926.9% | +753.6% |
| 5Y | +264.1% | -33.3% | +297.4% | +245.4% |
| All | +527.5% | -29.5% | +556.9% | +498.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling